-64.8%
AAL vs ULTA
+132.3%
-197.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.8% | +0.2% |
| 7D | -0.9% | -3.1% | +2.2% | +0.7% |
| 30D | -12.9% | +2.8% | -15.7% | -14.5% |
| 3M | -11.2% | +14.8% | -26.0% | -17.9% |
| 6M | +17.8% | -16.2% | +34.1% | +27.4% |
| YTD | -15.1% | -9.6% | -5.5% | -11.9% |
| 1Y | +0.5% | +4.8% | -4.3% | -4.0% |
| 3Y | -7.7% | +30.7% | -38.4% | -24.8% |
| 5Y | -31.3% | +45.9% | -77.2% | -48.3% |
| All | -64.8% | +132.3% | -197.1% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling